Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47442.38 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46044.39 Kr¶

PnL: ---------------------------------------> -844.18 Kr¶

DD now: ---------------------------------> -2.442 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 13:06:10.867544'

Anic Portfolio¶

Today¶

Return: 0.28 %¶

This Week¶

Return: -0.982 %¶

Total¶

Return: 55.314 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.760000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 -1.970000 775.200000 102.200000 15.190000 673.000000
Nordea Bank Abp 29 1.430000 3533.360000 79.360000 2.300000 3453.999992
MedCap 2 1.080000 468.000000 47.000000 11.160000 421.000000
SAAB B 8 -0.650000 3420.800000 43.800000 1.300000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 2.150000 398.200000 43.200000 12.170000 355.000000
Boozt 12 1.220000 1692.000000 38.000000 2.300000 1653.999996
Resurs Holding 22 1.520000 602.800000 28.800000 5.020000 573.999998
Corem Property Group B 59 0.990000 604.750000 27.750000 4.810000 576.999999
Swedbank A 3 2.160000 588.300000 24.300000 4.310000 564.000000
AcadeMedia 12 0.080000 579.120000 22.120000 3.970000 557.000004
Intrum 4 0.150000 545.600000 18.600000 3.530000 527.000000
Securitas B 6 1.650000 585.600000 15.600000 2.740000 570.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
OEM International B 7 -0.510000 543.200000 15.200000 2.880000 527.999997
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.630000 253.200000 7.200000 2.930000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Coor Service Management Hold. 8 0.000000 535.600000 3.600000 0.680000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.650000 543.500000 -2.500000 -0.460000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
International Petroleum Corp. 5 3.990000 574.000000 -20.570000 -3.460000 594.565215
CTEK 13 -3.820000 510.380000 -23.620000 -4.420000 533.999999
Essity B 2 -0.440000 546.800000 -27.200000 -4.740000 574.000000
Essity A 4 -0.550000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.940000 3682.000000 -129.000000 -3.380000 3810.999990
Beijer Electronics Group 26 -1.860000 2750.800000 -220.200000 -7.410000 2971.000006
OX2 18 0.950000 1431.900000 -232.100000 -13.950000 1663.999992
Axfood 13 0.560000 3487.900000 -268.100000 -7.140000 3756.000001
Ovzon 52 -1.870000 2724.800000 -637.200000 -18.950000 3361.999992
TOTAL 46044.390000 -844.180000 -2.44193% 46888.564618

Updated:¶

'2023-01-27 13:06:24.487375'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶